+86.3%
FOXA vs IWD
+141.0%
-54.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.6% |
| 7D | -5.4% | -1.2% | -4.2% | -4.4% |
| 30D | +1.1% | -1.6% | +2.8% | +2.7% |
| 3M | -6.1% | +7.0% | -13.1% | -12.0% |
| 6M | +8.2% | +17.0% | -8.7% | -6.8% |
| YTD | -11.8% | +21.6% | -33.4% | -26.9% |
| 1Y | +9.9% | +28.0% | -18.1% | -13.3% |
| 3Y | +110.7% | +70.6% | +40.2% | +26.9% |
| 5Y | +86.9% | +73.3% | +13.6% | +10.7% |
| All | +86.3% | +141.0% | -54.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling